(Assuming you own the DLC (duh)) Once you reach level 15, you will pick up a Caravan Distress Signal on your Pip-Boy, and you will get an objective to listen to it. Select it on your radio menu, and shortly after you should receive a new objective to head to a location slightly east from the Wattz Consumer Electronics building (which if you haven't found it, is directly north-east from the Cambridge Police Station, where you meet Paladin Danse), where you will encounter a firefight between a blue robot and a band of Rust Devils. Take them out and talk to the blue robot, known as Ada. Once you finish dialogue, the mission should end and A New Threat will begin.